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WebCab Portfolio (J2EE Edition)

WebCab Portfolio (J2EE Edition) 4.2

Category: Business & Productivity Tools / Finance & Accounting | Author: WebCab Components

Apply the Markowitz Theory and CAPM to construct the optimal portfolio with/without asset weight constraints with respect to the risk, return or investors utility function. Also Performance Eval, interpolation, analysis of Efficient Frontier and CML.

DOWNLOAD GET FULL VER Cost: $249.00 USD
License: Demo
Size: 14.5 MB
Download Counter: 24

Apply the Markowitz Theory and Capital Asset Pricing Model (CAPM) to analyze and construct the optimal portfolio with/without asset weight constraints with respect to Markowitz Theory by giving the risk, return or investors utility function; or with respect to CAPM by given the risk, return or Market Portfolio weighting. Also includes Performance Evaluation, extensive auxiliary classes/methods including equation solve and interpolation procedures, analysis of Efficient Frontier, Market Portfolio and CML.

Requirements: Any J2EE Compliant Application server.
OS Support: Windows 95, Windows 98, Windows Me, Windows NT, Windows 2000, Windows XP, Windows 2003, Linux, Mac OSX, Unix,AS/400,OS/2
Language Support: English

Released: September 26, 2004 | Added: September 29, 2004 | Viewed: 1613
 

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